Optimal engineering design via Benders’ decomposition

The optimal engineering design problem consists in minimizing the expected total cost of an infrastructure or equipment, including construction and expected repair costs, the latter depending on the failure probabilities of each failure mode. The solution becomes complex because the evaluation of failure probabilities using First-Order Reliability Methods (FORM) involves one optimization problem per failure mode. This paper formulates the optimal engineering design problem as a bi-level problem, i.e., an optimization problem constrained by a collection of other interrelated optimization problems. The structure of this bi-level problem is advantageously exploited using Benders’ decomposition to develop and report an efficient algorithm to solve it. An advantage of the proposed approach is that the design optimization and the reliability calculations are decoupled, resulting in a structurally simple algorithm that exhibits high computational efficiency. Bi-level problems are non-convex by nature and Benders algorithm is intended for convex optimization. However, possible non-convexities can be detected and tackled using simple heuristics. Its practical interest is illustrated through a realistic but simple case study, a breakwater design example with two failure modes: overtopping and armor instability.     

Enhancing large neighbourhood search heuristics for Benders’ decomposition

Journal of Heuristics - A general enhancement of the Benders’ decomposition (BD) algorithm can be achieved through the improved use of large neighbourhood search heuristics within...     

A note on the selection of Benders’ cuts

A new cut selection criterion for Benders’ cuts is proposed and computationally analyzed. The results show that the new criterion is more robust—and often considerably faster—than the standard ones.     

Simultaneous estimation of the origin–destination matrices and the parameters of a nested logit model in a combined network equilibrium model

This paper deals with the inverse problem of a type of traffic equilibrium models with combined modes. This problem consists of obtaining a parametrization of the equilibrium model from a set of observations of the outputs for the model. The inputs for the model are an origin–destination (O–D) trip matrix for the various alternatives that have been considered, and a set of parameters for a nested logit model used as a demand model.     

SICA for Cox’s proportional hazards model with a diverging number of parameters

The smooth integration of counting and absolute deviation （SICA） penalized variable selection procedure for high-dimensional linear regression models is proposed by Lv and Fan （2009）. In this article, we extend their idea to Cox＇s proportional hazards （PH） model by using a penalized log partial likelihood with the SICA penalty. The number of the regression coefficients is allowed to grow with the sample size. Based on an approximation to the inverse of the Hessian matrix, the proposed method can be easily carried out with the smoothing quasi-Newton （SQN） algorithm. Under appropriate sparsity conditions, we show that the resulting estimator of the regression coefficients possesses the oracle property. We perform an extensive simulation study to compare our approach with other methods and illustrate it on a well known PBC data for predicting survival from risk factors.     

A study of the influence of center conditions on the domain of parameters of Newton’s method by using recurrence relations

This paper focuses on the importance of center conditions on the first derivative of the operator involved in the solution of nonlinear equations by Newton’s method when the semilocal convergence of the method is established from the technique of recurrence relations.     

Unsteady flows of a viscoelastic fluid with the fractional Burgers’ model

The aim of this work is to discuss some unidirectional flows of a viscoelastic fluid between two parallel plates with fractional Burgers’ fluid model. The exact analytical solutions for Plane Poiseuille and Plane Couette flows are obtained by using the finite Fourier sine transform and the Laplace transform. Moreover, the graphs are plotted to show the effects of different parameters on the velocity field.     

Price optimization with reference price effects: A generalized Benders’ decomposition method and a myopic heuristic approach

We consider a multi-period revenue maximization and pricing optimization problem in the presence of reference prices. We formulate the problem as a mixed integer nonlinear program and develop a generalized Benders’ decomposition algorithm to solve it. In addition, we propose a myopic heuristic and discuss the conditions under which it produces efficient solutions. We provide analytical results as well as numerical computations to illustrate the efficiency of the solution approaches as well as some managerial pricing insights.     

Treatment of the composite fabric’s shaping using a Lagrangian formulation

In this paper, we are interested in the simulation of prepreg composite deformation by deep-drawing and laying-up. It uses new bi-component finite elements made of woven material in which the nodal interior loads are deduced from fibre tensile strain energy and not polymerized resin membrane energy. Specific treatment is used to analyze the frictional-contact problem between the deformable prepreg composite and the steel rigid tools. The frictional-contact method is based on the Lagrangian formulation and the preconditioned conjugate gradient method. Some numerical tests are given to investigate the performance of the numerical strategies.     

Development of a slurry abrasion model using an Eulerian–Eulerian ‘two-fluid’ approach

The aim of the present study was to develop a numerical model that predicts the quantity and location of erosion damage in slurry systems susceptible to erosive wear. Unlike many forms of erosion which often need to be prevented, hydro-erosion is deliberately introduced during the manufacturing process of automotive diesel injector nozzles to smooth out imperfections in the spray-hole geometry. This model was integrated into a commercial CFD code, ANSYS CFX^®, and took into account the change in geometry by dynamically updating the mesh to model the removal of material. A slurry jet erosion apparatus was developed to determine experimentally the parameters influencing the erosion process. Simplified planar geometries with four different angles of inclination were investigated and subject to typical hydro-erosive conditions similar to that used during the smoothing process of injector spray-hole geometries. In addition, the effect of slurry viscosity, particle size and concentration were studied. Results were used to calibrate the developed erosion model which showed encouraging trends in comparison with experimental studies for predicting the location and quantity of erosive wear.     

Estimating the Volumes of the Cones in a Gröbner Fan

We present a stochastic method for estimating the relative volumes of the Gröbner cones of a Gröbner fan without computing the actual fan. The method is particularly useful when the dimension of the Gröbner fan is large and/or the volumes of several or all cones need to be estimated. A Macaulay 2 implementation for uniform sampling from the Gröbner fan is provided by the author.     

On a sheaf-theoretic version of the Witt’s decomposition theorem. A Lagrangian perspective

The approach to a counterpart, in Abstract Geometric Algebra, that is, Geometric Algebra via sheaves of modules, of the classical Witt’s decomposition theoremis based on the axiomatization of the classical context, which however leads to the formulation of a specific subcategory of the category of sheaves of modules: the full subcategory of convenient sheaves of modules. Convenient sheaves of modules turn out, by the very essence of the matter at hand, to be of further importance as far as the setting of results leading to the sheaf-theoretic aspect of several forms of the Witt’s theorem is concerned. Further versions of the Witt’s theorem are still to be treated elsewhere.      

Takagi’s decomposition of a symmetric unitary matrix as a finite algorithm

Takagi’s decomposition is an analog (for complex symmetric matrices and for unitary similarities replaced by unitary congruences) of the eigenvalue decomposition of Hermitian matrices. It is shown that, if a complex matrix is not only symmetric but is also unitary, then its Takagi decomposition can be found by quadratic radicals, that is, by means of a finite algorithm that involves arithmetic operations and quadratic radicals. A similar fact is valid for the eigenvalue decomposition of reflections, which are Hermitian unitary matrices.